-71.2%
GRAB vs OMC
+30.5%
-101.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | -10.8% | -4.4% | -6.4% | -9.6% |
| 30D | -15.5% | -7.6% | -7.9% | -13.7% |
| 3M | -9.0% | +4.5% | -13.5% | -10.4% |
| 6M | -21.6% | -0.3% | -21.3% | -21.8% |
| YTD | -38.9% | -0.1% | -38.8% | -39.3% |
| 1Y | -44.8% | +4.6% | -49.5% | -46.3% |
| 3Y | -18.4% | +10.5% | -28.9% | -25.4% |
| All | -71.2% | +30.5% | -101.7% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded OMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling